Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52239.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48077.72 Kr¶

PnL: ---------------------------------------> -848.78 Kr¶

DD now: ---------------------------------> -1.659 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:39:46.951195'

Anic Portfolio¶

Today¶

Return: -0.147 %¶

This Week¶

Return: -0.147 %¶

Total portfolio value¶

Return including deposits: 71.018 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
Xvivo Perfusion 3 2.630000 879.000000 34.000000 4.020000 845.000001
SynAct Pharma 9 0.130000 675.000000 30.000000 4.650000 645.000003
BHG Group 49 -4.500000 665.420000 26.420000 4.130000 638.999984
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Vitrolife 3 3.200000 697.200000 20.200000 2.980000 677.000001
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
Embracer Group B 26 0.410000 676.780000 14.780000 2.230000 661.999988
Addnode Group B 6 1.920000 763.800000 11.800000 1.570000 751.999998
Svolder B 35 1.300000 2184.000000 10.500000 0.480000 2173.500000
Nolato B 12 0.000000 658.200000 10.200000 1.570000 648.000000
Indutrade 5 1.410000 1329.000000 9.000000 0.680000 1320.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.840000 454.200000 5.200000 1.160000 449.000000
Sdiptech B 3 -0.290000 826.800000 4.800000 0.580000 822.000000
Fortnox 10 3.620000 670.400000 2.400000 0.360000 668.000000
Sedana Medical 135 -2.250000 4330.800000 -0.200000 0.000000 4330.999935
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.800000 653.450000 -0.550000 -0.080000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.350000 647.850000 -10.150000 -1.540000 657.999999
Lime Technologies 2 -2.530000 579.000000 -14.000000 -2.360000 593.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.740000 551.250000 -59.750000 -9.780000 610.999998
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Investor A 16 0.320000 3467.200000 -77.800000 -2.190000 3545.000000
New Wave B 40 -0.490000 3800.000000 -116.000000 -2.960000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 48077.720000 -848.780000 -1.65869% 48926.499863

Updated:¶

'2023-06-13 14:40:04.202226'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶